Uniform Large deviations for infinite dimensional stochastic systems with jumps

preprint2010arXivOpen access

Abstract

Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational representation formula which for an infinite sequence of i.i.d real Brownian motions and a Poisson random measure was shown in [5].

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